+3,733.8%
CELH vs LNG
+562.2%
+3,171.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | -4.7% | -6.5% | -10.5% |
| 30D | -1.4% | +3.8% | -5.3% | -2.2% |
| 3M | -4.2% | +16.2% | -20.3% | -7.4% |
| 6M | -40.5% | +11.7% | -52.2% | -42.5% |
| YTD | -40.5% | +44.2% | -84.7% | -45.8% |
| 1Y | -53.0% | +18.6% | -71.6% | -55.4% |
| 3Y | -59.1% | +77.4% | -136.5% | -65.1% |
| 5Y | -10.7% | +232.3% | -243.0% | -31.8% |
| All | +3,733.8% | +562.2% | +3,171.6% | +2,894.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling